ASX SPI 200 Index Future March 2017


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 5,520.0 5,509.0 -11.0 -0.2% 5,347.0
High 5,550.0 5,515.0 -35.0 -0.6% 5,518.0
Low 5,511.0 5,467.0 -44.0 -0.8% 5,333.0
Close 5,531.0 5,485.0 -46.0 -0.8% 5,508.0
Range 39.0 48.0 9.0 23.1% 185.0
ATR 45.9 47.2 1.3 2.8% 0.0
Volume 119,602 30,835 -88,767 -74.2% 11,210
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 5,633.0 5,607.0 5,511.4
R3 5,585.0 5,559.0 5,498.2
R2 5,537.0 5,537.0 5,493.8
R1 5,511.0 5,511.0 5,489.4 5,500.0
PP 5,489.0 5,489.0 5,489.0 5,483.5
S1 5,463.0 5,463.0 5,480.6 5,452.0
S2 5,441.0 5,441.0 5,476.2
S3 5,393.0 5,415.0 5,471.8
S4 5,345.0 5,367.0 5,458.6
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 6,008.0 5,943.0 5,609.8
R3 5,823.0 5,758.0 5,558.9
R2 5,638.0 5,638.0 5,541.9
R1 5,573.0 5,573.0 5,525.0 5,605.5
PP 5,453.0 5,453.0 5,453.0 5,469.3
S1 5,388.0 5,388.0 5,491.0 5,420.5
S2 5,268.0 5,268.0 5,474.1
S3 5,083.0 5,203.0 5,457.1
S4 4,898.0 5,018.0 5,406.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,550.0 5,467.0 83.0 1.5% 36.2 0.7% 22% False True 84,085
10 5,550.0 5,333.0 217.0 4.0% 29.1 0.5% 70% False False 42,570
20 5,550.0 5,302.0 248.0 4.5% 27.2 0.5% 74% False False 21,332
40 5,550.0 5,009.0 541.0 9.9% 33.0 0.6% 88% False False 10,676
60 5,550.0 5,009.0 541.0 9.9% 25.1 0.5% 88% False False 7,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5,719.0
2.618 5,640.7
1.618 5,592.7
1.000 5,563.0
0.618 5,544.7
HIGH 5,515.0
0.618 5,496.7
0.500 5,491.0
0.382 5,485.3
LOW 5,467.0
0.618 5,437.3
1.000 5,419.0
1.618 5,389.3
2.618 5,341.3
4.250 5,263.0
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 5,491.0 5,508.5
PP 5,489.0 5,500.7
S1 5,487.0 5,492.8

These figures are updated between 7pm and 10pm EST after a trading day.

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